Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure. Issue 17 (1st September 2016)

• Record Type: Journal Article
• Authors: Park, Dong Joon; Yoon, Min
• Is Part Of: Communications in statistics. Volume 45:Issue 17(2016)
• Page Start: 5053
• Page End: 5065
• Publication Date: 2016-09-01
• Subjects: Inference -- Mixed model -- Regression coefficient; 62J05 -- 62F25; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.935435
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In applications using a simple regression model with a balanced two-fold nested error structure, interest focuses on inferences concerning the regression coefficient. This article derives exact and approximate confidence intervals on the regression coefficient in the simple regression model with a balanced two-fold nested error structure. Eleven methods are considered for constructing the confidence intervals on the regression coefficient. Computer simulation is performed to compare the proposed confidence intervals. Recommendations are suggested for selecting an appropriate method.